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NCLP.L vs. RENG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCLP.L vs. RENG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L) and L&G Clean Energy UCITS ETF (RENG.L). The values are adjusted to include any dividend payments, if applicable.

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NCLP.L vs. RENG.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NCLP.L achieves a 16.41% return, which is significantly lower than RENG.L's 17.62% return.


NCLP.L

1D
-0.12%
1M
-12.74%
YTD
16.41%
6M
11.87%
1Y
142.42%
3Y*
5Y*
10Y*

RENG.L

1D
1.14%
1M
-0.07%
YTD
17.62%
6M
28.42%
1Y
75.56%
3Y*
6.72%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCLP.L vs. RENG.L - Expense Ratio Comparison

NCLP.L has a 0.45% expense ratio, which is lower than RENG.L's 0.49% expense ratio.


Return for Risk

NCLP.L vs. RENG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NCLP.L
NCLP.L Risk / Return Rank: 9696
Overall Rank
NCLP.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NCLP.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
NCLP.L Omega Ratio Rank: 9393
Omega Ratio Rank
NCLP.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
NCLP.L Martin Ratio Rank: 9494
Martin Ratio Rank

RENG.L
RENG.L Risk / Return Rank: 9797
Overall Rank
RENG.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RENG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
RENG.L Omega Ratio Rank: 9696
Omega Ratio Rank
RENG.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENG.L Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NCLP.L vs. RENG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L) and L&G Clean Energy UCITS ETF (RENG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


NCLP.LRENG.LDifference

Sharpe ratio

Return per unit of total volatility

3.07

3.25

-0.18

Sortino ratio

Return per unit of downside risk

3.42

3.77

-0.36

Omega ratio

Gain probability vs. loss probability

1.43

1.52

-0.09

Calmar ratio

Return relative to maximum drawdown

5.13

6.95

-1.81

Martin ratio

Return relative to average drawdown

14.67

24.95

-10.28

NCLP.L vs. RENG.L - Sharpe Ratio Comparison

The current NCLP.L Sharpe Ratio is 3.07, which is comparable to the RENG.L Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of NCLP.L and RENG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NCLP.LRENG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

3.25

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

2.56

0.31

+2.25

Correlation

The correlation between NCLP.L and RENG.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NCLP.L vs. RENG.L - Dividend Comparison

Neither NCLP.L nor RENG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NCLP.L vs. RENG.L - Drawdown Comparison

The maximum NCLP.L drawdown since its inception was -26.96%, smaller than the maximum RENG.L drawdown of -45.48%. Use the drawdown chart below to compare losses from any high point for NCLP.L and RENG.L.


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Drawdown Indicators


NCLP.LRENG.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.96%

-45.48%

+18.52%

Max Drawdown (1Y)

Largest decline over 1 year

-26.96%

-10.56%

-16.40%

Max Drawdown (5Y)

Largest decline over 5 years

-40.27%

Current Drawdown

Current decline from peak

-15.57%

-2.38%

-13.19%

Average Drawdown

Average peak-to-trough decline

-7.09%

-21.27%

+14.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.43%

2.94%

+6.49%

Volatility

NCLP.L vs. RENG.L - Volatility Comparison

WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L) has a higher volatility of 14.32% compared to L&G Clean Energy UCITS ETF (RENG.L) at 8.33%. This indicates that NCLP.L's price experiences larger fluctuations and is considered to be riskier than RENG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCLP.LRENG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

8.33%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

35.88%

17.40%

+18.48%

Volatility (1Y)

Calculated over the trailing 1-year period

46.22%

23.31%

+22.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.84%

21.69%

+24.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.84%

22.20%

+23.64%